Manager / Assistant Manager, Asset & Liability Management Reporting
- Assist in formulating and implementing strategies over the Bank’s assets and liabilities structure with on-going monitoring of the actual implementation results on net interest income and net interest margin
- Proactively coordinate and partner with Treasury Division, Risk Division and business divisions in the process of assets and liabilities management (“ALM”) to drive towards targets
- Review various committee meeting package including ALCO and Pricing Committee.
- Prepare ALCO special reports and ALM related analysis and make recommendations on the assets and liabilities structures, net interest income and liquidity mismatch positions.
- Conduct the Bank’s capital management process including implementing ICAAP process, monitoring CAR targets, formulating and executing capital management policies and procedures
- Maintain and execute sound FTP mechanism of the Bank; make recommendations on FTP setting to drive business growth
- Analyze treasury performance including but not limited to evaluating results over re-pricing and liquidity management; propose treasury related targets where appropriate
- Lead ALM related projects; drive FTP system enhancements to enhance data accuracy and analysis capability
EXPERIENCE / KNOWLEDGE REQUIRED:
- Degree holder in Accounting, Finance, Statistics, Mathematics or related disciplines
- Minimum 3 years’ relevant experience in ALM, capital management or similar functions preferably gained in banks or financial institutions
- Good report-writing skills in Chinese and English
- Strong interpersonal and communication skills with good analytical thinking
- Sound knowledge in Oracle System (OFSA) is a plus
- Sound knowledge in treasury activities and valuation of treasury products is a plus
- Big 4 experience whose clients are banking is a plus.
- Writing macro in excel is a plus
- Prior exposures in interest rate risk and liquidity risk management are definite advantages
- Good command of spoken and written English and Chinese (both Cantonese and Putonghua)